Research output per year
Research output per year
Personal profile
Biography
Ruben Loaiza-Maya is a Lecturer in the Department of Econometrics and Business Statistics. He completed his doctoral studies in econometrics at the University of Melbourne and his undergraduate degree in economics at the Universidad Nacional de Colombia (Medellin).
His research interests include:
Copula Modelling; Bayesian Estimation Methods; Time Series Analysis; Macroeconomic and Financial Forecasting;
Network
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Research output
- 12 Article
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Optimal probabilistic forecasts: when do they work?
Martin, G. M., Loaiza-Maya, R., Maneesoonthorn, W., Frazier, D. T. & Ramírez-Hassan, A., Jan 2022, In: International Journal of Forecasting. 38, 1, p. 384-406 23 p.Research output: Contribution to journal › Article › Research › peer-review
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Fast and accurate variational inference for models with many latent variables
Loaiza-Maya, R., Smith, M. S., Nott, D. J. & Danaher, P. J., 2021, (Accepted/In press) In: Journal of Econometrics. 24 p.Research output: Contribution to journal › Article › Research › peer-review
2 Citations (Scopus) -
Focused Bayesian prediction
Loaiza-Maya, R., Martin, G. M. & Frazier, D. T., Aug 2021, In: Journal of Applied Econometrics. 36, 5, p. 517-543 27 p.Research output: Contribution to journal › Article › Research › peer-review
1 Citation (Scopus) -
Scalable Bayesian estimation in the multinomial probit model
Loaiza-Maya, R. & Nibbering, D., 2021, (Accepted/In press) In: Journal of Business and Economic Statistics. 13 p.Research output: Contribution to journal › Article › Research › peer-review
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Advertising effectiveness for multiple retailer-brands in a multimedia and multichannel environment
Danaher, P. J., Danaher, T. S., Smith, M. S. & Loaiza-Maya, R., Jun 2020, In: Journal of Marketing Research. 57, 3, p. 445-467 23 p.Research output: Contribution to journal › Article › Research › peer-review
18 Citations (Scopus)